Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47293.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45898.6 Kr¶

PnL: ---------------------------------------> -989.97 Kr¶

DD now: ---------------------------------> -2.748 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:24:10.261668'

Anic Portfolio¶

Today¶

Return: -0.297 %¶

This Week¶

Return: -1.293 %¶

Total¶

Return: 54.827 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 3.320000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
HMS Networks 2 13.530000 785.200000 112.200000 16.670000 673.000000
SAAB B 8 1.100000 3445.600000 68.600000 2.030000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.360000 390.600000 35.600000 10.030000 355.000000
Nordea Bank Abp 29 0.370000 3481.740000 27.740000 0.800000 3453.999992
Corem Property Group B 59 -2.680000 600.620000 23.620000 4.090000 576.999999
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.430000 593.340000 19.340000 3.370000 573.999998
Intrum 4 2.980000 546.000000 19.000000 3.610000 527.000000
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.470000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.160000 501.600000 10.600000 2.160000 491.000000
Securitas B 6 -0.210000 577.560000 7.560000 1.330000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 247.440000 1.440000 0.590000 246.000000
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Handelsbanken A 5 0.190000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.930000 548.400000 -25.600000 -4.460000 574.000000
International Petroleum Corp. 5 0.360000 554.500000 -40.070000 -6.740000 594.565215
Essity A 4 -1.790000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 3.850000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Beijer Electronics Group 26 -10.430000 2813.200000 -157.800000 -5.310000 2971.000006
Fasadgruppen Group 35 -0.390000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 0.640000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45898.600000 -989.970000 -2.74792% 46888.564618

Updated:¶

'2023-01-26 17:24:23.209327'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶